The Canonical Model Space for Law-Invariant Convex Risk Measures is L1

Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

Zitat

@article{5e44843ce229440db8bfffa279601ff3,

title = "The Canonical Model Space for Law-Invariant Convex Risk Measures is L1",

author = "Damir Filipovic and Gregor Svindland",

year = "2009",

month = feb,

day = "1",

language = "English",

journal = "Mathematical Finance",

issn = "0960-1627",

publisher = "Wiley-Blackwell Publishing Ltd",

}